Roku isn't a direct replacement for cable and Roku likes to confuse the terms "channels" and "apps". You won't find cable channels on Roku. You may find an app that has the same content, but it very likely requires a TV provider (cable, satellite, or streaming) to unlock it. In the case of MSNBC, if you want to watch their live broadcast/stream you will need a TV provider. There are cable-like streaming providers such as YoutubeTV, Hulu, Philo, Sling, etc. that probably carry it in one of their packages. There's also an NBC app, but most of its content is locked without a TV provider of some kind.
This is a little outdated, but still gives useful information:
6 cable alternatives and live TV streaming services (2022)
NewsNation has a Roku app that appears to be free, but I haven't tried it:
https://channelstore.roku.com/details/1190fdd6b7715c2cecdee5720532d053/newsnation
You can also try using the Search on the Home Screen menu to find what you want. The NewsNation channel/app comes up in a search, but searching for MSNBC teases you with a 10 minute preview on the NBC app. You may get 10 minutes a day for free. 🙄
If you're going to start experimenting with content on various channels/apps I strongly suggest you add a PIN to your Roku account at https://my.roku.com so that you don't inadvertently subscribe to something without realizing it. Make sure you log in with the email address that's displayed on your Roku device under Settings->System->About when attempting to make any changes to your Roku account and it's not unheard of for people that have multiple devices to have multiple Roku accounts (purposely or accidentally).
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